+1,908.5%
MSFT vs CG
+351.2%
+1,557.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -2.7% | -4.3% | +1.6% | -1.3% |
| 30D | +2.7% | -5.1% | +7.8% | +4.2% |
| 3M | +17.0% | +8.7% | +8.3% | +13.5% |
| 6M | +23.8% | -9.2% | +33.1% | +26.5% |
| YTD | +4.0% | -18.9% | +22.8% | +9.6% |
| 1Y | -0.8% | -25.6% | +24.8% | +6.8% |
| 3Y | +55.6% | +57.3% | -1.7% | +25.2% |
| 5Y | +72.9% | +10.2% | +62.7% | +51.5% |
| 10Y | +875.8% | +364.2% | +511.6% | +457.4% |
| All | +1,908.5% | +351.2% | +1,557.3% | +986.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling